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Granite Ridge Reso Inc -Redh Spline ILLIQ Liquidity Analysis

Liquidity prediction for Thursday, July 9th, 2026

1 Day

5,033.62

increased by 322.92

1 Week

4,273.58

decreased by 437.12

1 Month

4,292.87

decreased by 417.83

Analysis last updated: Thursday, July 9, 2026 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Granite Ridge Reso Inc -Redh ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Sep 16, 2020 to Jul 2, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 5 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.5923
1.88*
α

ARCH

Response to squared shocks

0.1340
2.85***
β

GARCH

Volatility persistence

0.7273
7.08***
γi Spline Coefficients
K=8
γ18.8513
4.16***
γ2-13.7277
-3.71***
γ311.1819
3.06***
γ4-14.3594
-4.79***
γ513.8670
6.81***
γ6-7.7582
-5.94***
γ72.7338
2.48**
γ8-2.0468
-1.42

Persistence:

0.861

Half-life:

5 days